Pricing double barrier Parisian options using Laplace transforms
Year of publication: |
2009
|
---|---|
Authors: | Labart, Céline ; Lelong, Jérôme |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 12.2009, 1, p. 19-44
|
Subject: | Optionspreistheorie | Option pricing theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
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